If you remember at the begining Hadvar will tell you that your remains will be placed on *random place* depending on your race. So it means those ancesteral traditions and last rights as well as funeral traditions are very important.
I think it is not fair that some NPCs who were warriors all their life, even thugs and mercinaries, should be left to rot n the roads on in the wilds. Or towns ofcourse.
It would be good for incoming patches/expansions or at least in TES VI. I always kinda missed funerals
